On Winning Forecasting Competitions in Economics.

To explain which methods might win forecasting competitions on economic time series, we consider forecasting in an evolving economy subject to structural breaks, using mis-specified, data-based models. "Causal" models need not win when facing determinist...

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Bibliografiske detaljer
Main Authors: Clements, M, Hendry, D
Format: Journal article
Sprog:English
Udgivet: Springer-Verlag 1999

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